When I put mine outside (they were 3 weeks old), I left them in the coop for a day so that they would know where 'home' was. Then I started letting them out. They were pretty hesitant at first, so I just let them do their thing!
Once they started going out more, they automatically went in when it would start to get dark. I only let them outside when I was out watching though.
Of course I introduced treats (bread) soon after that so that they learned to come when I yelled "Here chick chick".